2011•Acta Mathematica Sinica English SeriesRequires access

The maximum surplus distribution before ruin in an Erlang(n) risk process perturbed by diffusion

Zhen Zhong Zhang, Jie Zou, Yuan Yuan Liu

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Key concepts: Erlang (programming language), Ruin theory, Erlang distribution, Mathematics, Risk process, Exponential distribution, Exponential function, Distribution (mathematics)